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Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes

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Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes - Jacobsen, Martin
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This text offers a mathematically rigorous exposition of the basic theory of marked point processes developing randomly over time, and shows how this theory may be used to treat piecewise deterministic stochastic processes in continuous time. The point processes are constructed from scratch with detailed proofs. The second part of the book addresses applications of the just developed theory; this analysis of various models in applied statistics and probability includes examples and exercises. Graduate students and ...

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Point Process Theory and Applications: Marked Point and Piecewise Deterministic Processes 2005, Birkhauser, Boston, MA

ISBN-13: 9780817642150

2006 edition

Hardcover